-95.7%
VXX vs RBA
+39.4%
-135.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.8% | -8.1% | -1.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.2% |
| 30D | -7.1% | -2.9% | -4.2% | -8.9% |
| 3M | -28.6% | -20.9% | -7.7% | -40.1% |
| 6M | -44.0% | -17.7% | -26.3% | -50.7% |
| YTD | -31.7% | -18.2% | -13.6% | -39.0% |
| 1Y | -46.3% | -29.1% | -17.3% | -57.1% |
| 3Y | -78.3% | +29.5% | -107.8% | -68.7% |
| All | -95.7% | +39.4% | -135.0% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling